Heat the oven to 400F. Scrub and dry the sweet potatoes, rub them with the olive oil and coarse salt, and pierce each one a few times with a fork.
Set them directly on the oven rack with a foil-lined sheet pan on the shelf below to catch drips. Bake 45 to 55 minutes, until a knife meets no resistance. Do not wrap them in foil, it steams the skins soft.
Make the Chili
Heat the oil in a wide pot over medium-high. Add the beef in one layer and leave it undisturbed 2 minutes so it browns, then break it up and cook through. Drain off all but about a tablespoon of fat.
Add the onion and bell pepper and cook 5 minutes until soft, then the garlic for 1 minute.
Push everything to one side and add the cumin, chili powder, smoked paprika, cinnamon and cayenne to the hot fat for 30 seconds, then stir in the tomato paste and cook 1 to 2 minutes until it darkens to brick red.
Add the diced tomatoes, kidney beans, broth, brown sugar, salt and pepper. Simmer uncovered 20 to 25 minutes, until a spoon dragged across the bottom leaves a track that stays open for a full second.
Stuff and Melt
Split each potato lengthwise, press the ends toward each other to open it, and work the flesh with a fork until it is loose and craggy.
Spoon about ¾ cup of chili into each potato, top with the shredded cheddar, and return them to the 400F oven for 3 to 4 minutes so the cheese melts into the chili.
Finish with sour cream, scallions, cilantro and pickled jalapenos at the table.
Notes
Stuffed, not twice-baked: the flesh stays in the skin and is fluffed with a fork, so you get sweet potato and chili in the same bite.
Chili thickness is everything: simmer uncovered until a spoon track holds for a full second, or the chili floods the potato.
No foil on the potatoes: foil steams the skin and it collapses under the filling.
Shred the cheddar from a block: pre-shredded cheese is coated in starch and melts grainy.
Leftover chili: about ¾ cup per potato, reduced again if it loosened in the fridge.
Storage: keep the chili and the potatoes separate, 4 days refrigerated, chili freezes 3 months.